[Numpy-discussion] performance matrix multiplication vs. matlab

Jason Rennie jrennie at gmail.com
Mon Jun 8 10:40:15 EDT 2009


On Mon, Jun 8, 2009 at 8:55 AM, David Cournapeau <
david at ar.media.kyoto-u.ac.jp> wrote:

> I think it depends on what you are doing - EM is used for 'real' work
> too, after all :)


Certainly, but EM is really just a mediocre gradient descent/hill climbing
algorithm that is relatively easy to implement.

Thanks for the link, I was not aware of this work. What is the
> difference between the ECG method and the method proposed by Lange in
> [1] ? To avoid 'local trapping' of the parameter in EM methods,
> recursive EM [2] may also be a promising method, also it seems to me
> that it has not been used so much, but I may well be wrong (I have seen
> several people using a simplified version of it without much theoretical
> consideration in speech processing).


I hung-out in the machine learning community appx. 1999-2007 and thought the
Salakhutdinov work was extremely refreshing to see after listening to no end
of papers applying EM to whatever was the hot topic at the time. :)  I've
certainly seen/heard about various fixes to EM, but I haven't seen
convincing reason(s) to prefer it over proper gradient descent/hill climbing
algorithms (besides its present-ability and ease of implementation).

Cheers,

Jason

-- 
Jason Rennie
Research Scientist, ITA Software
617-714-2645
http://www.itasoftware.com/
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